+20.9%
SAN vs ALLY
-1.7%
+22.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +2.2% |
| 7D | +10.8% | -0.7% | +11.4% | +11.3% |
| 30D | -5.7% | +1.1% | -6.9% | -6.4% |
| 3M | -13.4% | -13.2% | -0.3% | -5.6% |
| 6M | +3.5% | -13.5% | +17.0% | +12.5% |
| YTD | +9.7% | -14.3% | +24.0% | +18.0% |
| 1Y | +20.9% | -1.1% | +22.0% | +18.9% |
| All | +20.9% | -1.7% | +22.6% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling